Title :
An approach to statistical analysis of coarsely time-Markov systems
Author :
Rovatti, R. ; Mazzini, G. ; Setti, G.
Author_Institution :
ARCES-DEIS, Bologna Univ., Italy
Abstract :
We give a sketch of a theoretical framework aiming at a statistical description of discrete-time systems whose state space can be partitioned in regions among which the trajectories move in a Markov-like fashion. A constructive method is given to produce an analytical z-domain expression for the joint distribution of the system state at any number of observation instants. The availability of such tools should also ease the analysis of complex chaotic-maps with a possibly infinite description and exhibiting highly non-trivial statistical features.
Keywords :
Markov processes; discrete time systems; state-space methods; statistical analysis; analytical z-domain expression; coarsely time-Markov systems; complex chaotic maps; discrete-time finite-state time-Markov system; discrete-time systems; local looping systems; nontrivial statistical features; state space partitioning; statistical analysis; system state joint distribution; Analytical models; Availability; Chaos; Markov processes; State-space methods; Statistical analysis; Stochastic processes; Stochastic systems;
Conference_Titel :
Circuits and Systems, 2002. ISCAS 2002. IEEE International Symposium on
Print_ISBN :
0-7803-7448-7
DOI :
10.1109/ISCAS.2002.1010520
